-1.4%
MSCI vs BBY
+22.2%
-23.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -4.7% | +0.7% | -5.4% | -4.8% |
| 30D | -2.2% | +5.8% | -7.9% | -3.0% |
| 3M | -9.7% | +18.0% | -27.7% | -11.7% |
| 6M | +0.3% | +39.8% | -39.6% | -4.7% |
| YTD | -3.5% | +35.4% | -38.9% | -8.1% |
| 1Y | -1.4% | +21.4% | -22.8% | -3.9% |
| All | -1.4% | +22.2% | -23.6% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling